Jump volatility spillover network based measurement of systemic importance of Chinese financial institutions
Xin Yang, Shan Chen, Hong Liu, Xiaoguang Yang, Chuangxia Huang
| Year of publication: |
2023
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| Authors: | Yang, Xin ; Chen, Shan ; Liu, Hong ; Yang, Xiaoguang ; Huang, Chuangxia |
| Published in: |
International journal of finance & economics : IJFE. - Chichester [u.a.] : Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 28.2023, 2, p. 1201-1213
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| Subject: | Financial institution network | jump volatility | panel data regression model | Volatilität | Volatility | Finanzsektor | Financial sector | China | Spillover-Effekt | Spillover effect | Finanzmarkt | Financial market | Systemrisiko | Systemic risk | Panel | Panel study | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/ijfe.2470 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014253375